Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2022.12.01 00:00 - 2023.11.30 23:59 (2022.12.01 - 2023.12.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1; | ||||
Bars in test | 7263 | Ticks modelled | 13524 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 798.20 | Gross profit | 894.88 | Gross loss | -96.68 |
Profit factor | 9.26 | Expected payoff | 44.34 | ||
Absolute drawdown | 15.86 | Maximal drawdown | 137.05 (1.35%) | Relative drawdown | 1.35% (137.05) |
Total trades | 18 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 10 (90.00%) |
Profit trades (% of total) | 15 (83.33%) | Loss trades (% of total) | 3 (16.67%) | ||
Largest | profit trade | 106.67 | loss trade | -43.07 | |
Average | profit trade | 59.66 | loss trade | -32.23 | |
Maximum | consecutive wins (profit in money) | 6 (365.89) | consecutive losses (loss in money) | 1 (-43.07) | |
Maximal | consecutive profit (count of wins) | 365.89 (6) | consecutive loss (count of losses) | -43.07 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.12.13 16:00 | buy | 1 | 0.10 | 143.821 | 0.000 | 0.000 | ||
2 | 2022.12.13 16:00 | modify | 1 | 0.10 | 143.821 | 142.421 | 145.321 | ||
3 | 2022.12.15 09:00 | buy | 2 | 0.10 | 144.961 | 0.000 | 0.000 | ||
4 | 2022.12.15 09:00 | modify | 2 | 0.10 | 144.961 | 144.346 | 145.321 | ||
5 | 2022.12.15 09:00 | modify | 1 | 0.10 | 143.821 | 144.346 | 145.321 | ||
6 | 2022.12.15 14:00 | t/p | 1 | 0.10 | 145.321 | 144.346 | 145.321 | 106.67 | 10106.67 |
7 | 2022.12.15 14:00 | t/p | 2 | 0.10 | 145.321 | 144.346 | 145.321 | 24.86 | 10131.53 |
8 | 2023.01.03 11:00 | buy | 3 | 0.10 | 137.659 | 0.000 | 0.000 | ||
9 | 2023.01.03 11:00 | modify | 3 | 0.10 | 137.659 | 136.259 | 139.159 | ||
10 | 2023.01.04 00:00 | buy | 4 | 0.10 | 138.486 | 0.000 | 0.000 | ||
11 | 2023.01.04 00:00 | modify | 4 | 0.10 | 138.486 | 138.109 | 139.159 | ||
12 | 2023.01.04 00:00 | modify | 3 | 0.10 | 137.659 | 138.109 | 139.159 | ||
13 | 2023.01.04 01:00 | s/l | 3 | 0.10 | 138.109 | 138.109 | 139.159 | 31.85 | 10163.38 |
14 | 2023.01.04 01:00 | s/l | 4 | 0.10 | 138.109 | 138.109 | 139.159 | -26.03 | 10137.35 |
15 | 2023.01.13 09:00 | buy | 5 | 0.10 | 139.339 | 0.000 | 0.000 | ||
16 | 2023.01.13 09:00 | modify | 5 | 0.10 | 139.339 | 137.939 | 140.839 | ||
17 | 2023.01.18 03:00 | t/p | 5 | 0.10 | 140.839 | 137.939 | 140.839 | 105.90 | 10243.25 |
18 | 2023.03.21 14:00 | sell | 6 | 0.10 | 142.515 | 0.000 | 0.000 | ||
19 | 2023.03.21 14:00 | modify | 6 | 0.10 | 142.515 | 143.915 | 141.015 | ||
20 | 2023.03.24 01:00 | sell | 7 | 0.10 | 141.387 | 0.000 | 0.000 | ||
21 | 2023.03.24 01:00 | modify | 7 | 0.10 | 141.387 | 141.990 | 141.015 | ||
22 | 2023.03.24 01:00 | modify | 6 | 0.10 | 142.515 | 141.990 | 141.015 | ||
23 | 2023.03.24 02:00 | t/p | 6 | 0.10 | 141.015 | 141.990 | 141.015 | 96.91 | 10340.16 |
24 | 2023.03.24 02:00 | t/p | 7 | 0.10 | 141.015 | 141.990 | 141.015 | 25.65 | 10365.81 |
25 | 2023.03.24 11:00 | buy | 8 | 0.10 | 139.368 | 0.000 | 0.000 | ||
26 | 2023.03.24 11:00 | modify | 8 | 0.10 | 139.368 | 137.968 | 140.868 | ||
27 | 2023.03.26 23:00 | t/p | 8 | 0.10 | 140.868 | 137.968 | 140.868 | 103.56 | 10469.37 |
28 | 2023.03.30 14:00 | sell | 9 | 0.10 | 144.838 | 0.000 | 0.000 | ||
29 | 2023.03.30 14:00 | modify | 9 | 0.10 | 144.838 | 146.238 | 143.338 | ||
30 | 2023.03.31 20:00 | sell | 10 | 0.10 | 143.988 | 0.000 | 0.000 | ||
31 | 2023.03.31 20:00 | modify | 10 | 0.10 | 143.988 | 144.388 | 143.338 | ||
32 | 2023.03.31 20:00 | modify | 9 | 0.10 | 144.838 | 144.388 | 143.338 | ||
33 | 2023.04.02 22:00 | s/l | 9 | 0.10 | 144.388 | 144.388 | 143.338 | 29.72 | 10499.09 |
34 | 2023.04.02 22:00 | s/l | 10 | 0.10 | 144.388 | 144.388 | 143.338 | -27.58 | 10471.51 |
35 | 2023.07.31 10:00 | sell | 11 | 0.10 | 156.979 | 0.000 | 0.000 | ||
36 | 2023.07.31 10:00 | modify | 11 | 0.10 | 156.979 | 158.379 | 155.479 | ||
37 | 2023.07.31 21:00 | sell | 12 | 0.10 | 156.298 | 0.000 | 0.000 | ||
38 | 2023.07.31 21:00 | modify | 12 | 0.10 | 156.298 | 156.904 | 155.479 | ||
39 | 2023.07.31 21:00 | modify | 11 | 0.10 | 156.979 | 156.904 | 155.479 | ||
40 | 2023.08.01 02:00 | s/l | 11 | 0.10 | 156.904 | 156.904 | 155.479 | 3.87 | 10475.38 |
41 | 2023.08.01 02:00 | s/l | 12 | 0.10 | 156.904 | 156.904 | 155.479 | -43.07 | 10432.31 |
42 | 2023.09.14 18:00 | buy | 13 | 0.10 | 156.848 | 0.000 | 0.000 | ||
43 | 2023.09.14 18:00 | modify | 13 | 0.10 | 156.848 | 155.448 | 158.348 | ||
44 | 2023.09.15 11:00 | buy | 14 | 0.10 | 157.690 | 0.000 | 0.000 | ||
45 | 2023.09.15 11:00 | modify | 14 | 0.10 | 157.690 | 157.298 | 158.348 | ||
46 | 2023.09.15 11:00 | modify | 13 | 0.10 | 156.848 | 157.298 | 158.348 | ||
47 | 2023.09.18 08:00 | buy | 15 | 0.10 | 157.524 | 0.000 | 0.000 | ||
48 | 2023.09.18 08:00 | modify | 15 | 0.10 | 157.524 | 156.923 | 158.348 | ||
49 | 2023.09.18 09:00 | modify | 15 | 0.10 | 157.524 | 157.298 | 158.348 | ||
50 | 2023.09.19 17:00 | buy | 16 | 0.10 | 157.976 | 0.000 | 0.000 | ||
51 | 2023.09.19 17:00 | modify | 16 | 0.10 | 157.976 | 157.373 | 158.348 | ||
52 | 2023.09.19 17:00 | modify | 14 | 0.10 | 157.690 | 157.373 | 158.348 | ||
53 | 2023.09.19 17:00 | modify | 15 | 0.10 | 157.524 | 157.373 | 158.348 | ||
54 | 2023.09.19 17:00 | modify | 13 | 0.10 | 156.848 | 157.373 | 158.348 | ||
55 | 2023.09.20 08:00 | t/p | 13 | 0.10 | 158.348 | 157.373 | 158.348 | 106.66 | 10538.97 |
56 | 2023.09.20 08:00 | t/p | 14 | 0.10 | 158.348 | 157.373 | 158.348 | 47.76 | 10586.73 |
57 | 2023.09.20 08:00 | t/p | 15 | 0.10 | 158.348 | 157.373 | 158.348 | 58.44 | 10645.17 |
58 | 2023.09.20 08:00 | t/p | 16 | 0.10 | 158.348 | 157.373 | 158.348 | 26.46 | 10671.63 |
59 | 2023.10.31 11:00 | sell | 17 | 0.10 | 160.687 | 0.000 | 0.000 | ||
60 | 2023.10.31 11:00 | modify | 17 | 0.10 | 160.687 | 162.087 | 159.187 | ||
61 | 2023.11.01 10:00 | sell | 18 | 0.10 | 159.542 | 0.000 | 0.000 | ||
62 | 2023.11.01 10:00 | modify | 18 | 0.10 | 159.542 | 160.162 | 159.187 | ||
63 | 2023.11.01 10:00 | modify | 17 | 0.10 | 160.687 | 160.162 | 159.187 | ||
64 | 2023.11.01 16:00 | t/p | 17 | 0.10 | 159.187 | 160.162 | 159.187 | 102.10 | 10773.73 |
65 | 2023.11.01 16:00 | t/p | 18 | 0.10 | 159.187 | 160.162 | 159.187 | 24.47 | 10798.20 |